National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

National Clearing Centre

Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

National Mercantile Exchange

Regulated commodity markets

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09.11.2016 17:15

Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker	Current value	New value	New value effective for
PLZL	35%	77%	16.11.2016 - 18.11.2016
VTBR	35%	77%	11.11.2016 – 15.11.2016

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